Hi
First thanks a lot for all your work with this, at it seems, amazing library :)
I've run into trouble though when fitting an overdetermined system with a two-dimensional B-matrix.
Seems as the VLU isn't dimensioned properly with respect to the number of rows in U
Also, the inner loop should have the number of columns in U as upper bound instead of urows.
I suggest from line 934 in SingularValueDecomposition.cs :
int ucols = u.Columns();
var VLU = new Double[vrows, urows];
for (int i = 0; i < vrows; i++)
{
for (int j = 0; j < urows; j++)
{
Double sum = 0;
for (int k = 0; k < ucols; k++)
sum += VL[i, k] * u[j, k];
VLU[i, j] = sum;
}
}
BR
Christer Modin